An Optimal Control Technique for Solving Differential Equations
Abstract
In this paper we present a new method for solving systems of ordinary nonlinear differential equations with initial conditions. The method is based on transforming the problem to an optimal control problem. We then solve it with a technique based on the use of an integral form of the Euler equation combined with the shooting method and the cyclic coordinate descent method.
- Publication:
-
Computational Methods in Science and Engineering: Advances in Computational Science: Lectures presented at the International Conference on Computational Methods in Sciences and Engineering 2008 (ICCMSE 2008)
- Pub Date:
- August 2009
- DOI:
- 10.1063/1.3225290
- Bibcode:
- 2009AIPC.1148...25B
- Keywords:
-
- 02.30.Hq;
- 02.60.Cb;
- 02.60.Lj;
- Ordinary differential equations;
- Numerical simulation;
- solution of equations;
- Ordinary and partial differential equations;
- boundary value problems